Computing Greeks using multilevel path simulation

We investigate the extension of the multilevel Monte Carlo method [2, 3] to the calculation of Greeks. The pathwise sensitivity analysis [5] differentiates the path evolution and effectively reduces the smoothness of the payoff. This leads to new challenges: the use of naive algorithms is often impossible because of the inapplicability of pathwise sensitivities to discontinuous payoffs.\ud \ud These challenges can be addressed in three different ways: payoff smoothing using conditional expectations of the payoff before maturity [5]; an approximation of the above technique using path splitting for the final timestep [1]; the use of a hybrid combination of pathwise sensitivity and the Likelihood Ratio Method [4]. We discuss the strengths and weaknesses of these alternatives in different multilevel Monte Carlo settings

Chalcogenide-glass polarization-maintaining photonic crystal fiber for mid-infrared supercontinuum generation

In this paper, we report the design and fabrication of a highly birefringent polarization-maintaining photonic crystal fiber (PM-PCF) made from chalcogenide glass, and its application to linearly-polarized supercontinuum (SC) generation in the mid-infrared region. The PM fiber was drawn using the casting method from As38Se62 glass which features a transmission window from 2 to 10 $\mu m$ and a high nonlinear index of 1.13.10$^{-17}$m$^{2}$W$^{-1}$. It has a zero-dispersion wavelength around 4.5 $\mu m$ and, at this wavelength, a large birefringence of 6.10$^{-4}$ and consequently strong polarization maintaining properties are expected. Using this fiber, we experimentally demonstrate supercontinuum generation spanning from 3.1-6.02 $\mu m$ and 3.33-5.78 $\mu m$ using femtosecond pumping at 4 $\mu m$ and 4.53 $\mu m$, respectively. We further investigate the supercontinuum bandwidth versus the input pump polarization angle and we show very good agreement with numerical simulations of the two-polarization model based on two coupled generalized nonlinear Schr\"odinger equations.Comment: 13 pages, 8 figure

Discovery of Seven Companions To Intermediate-Mass Stars With Extreme Mass Ratios in the Scorpius-Centaurus Association

We report the detection of seven low-mass companions to intermediate-mass stars (SpT B/A/F; M similar to 1.5-4.5M(circle dot)) in the Scorpius-Centaurus (Sco-Cen) Association using nonredundant aperture masking interferometry. Our newly detected objects have contrasts Delta L' approximate to 4-6, corresponding to masses as low as similar to 20 M-Jup and mass ratios of q approximate to 0.01-0.08, depending on the assumed age of the target stars. With projected separations rho approximate to 10-30 AU, our aperture masking detections sample an orbital region previously unprobed by conventional adaptive optics imaging of intermediate-mass Sco-Cen stars covering much larger orbital radii (similar to 30-3000 AU). At such orbital separations, these objects resemble higher-mass versions of the directly imaged planetary mass companions to the 10-30 Myr, intermediate-mass stars HR 8799, beta Pictoris, and HD 95086. These newly discovered companions span the brown dwarf desert, and their masses and orbital radii provide a new constraint on models of the Formation of low-mass stellar and substellar companions to intermediate-mass stars.NASA through the Sagan Fellowship ProgramNSF Astronomy and Astrophysics Postdoctoral Fellowship AST-1203023Clay FellowshipNASA through Hubble Fellowship 51257.01AURA, Inc., for NASA NAS 5-26555W. M. Keck FoundationAstronom

Search for cool giant exoplanets around young and nearby stars - VLT/NaCo near-infrared phase-coronagraphic and differential imaging

[Abridged] Context. Spectral differential imaging (SDI) is part of the observing strategy of current and future high-contrast imaging instruments. It aims to reduce the stellar speckles that prevent the detection of cool planets by using in/out methane-band images. It attenuates the signature of off-axis companions to the star, such as angular differential imaging (ADI). However, this attenuation depends on the spectral properties of the low-mass companions we are searching for. The implications of this particularity on estimating the detection limits have been poorly explored so far. Aims. We perform an imaging survey to search for cool (Teff<1000-1300 K) giant planets at separations as close as 5-10 AU. We also aim to assess the sensitivity limits in SDI data taking the photometric bias into account. This will lead to a better view of the SDI performance. Methods. We observed a selected sample of 16 stars (age < 200 Myr, d < 25 pc) with the phase-mask coronagraph, SDI, and ADI modes of VLT/NaCo. Results. We do not detect any companions. As for the sensitivity limits, we argue that the SDI residual noise cannot be converted into mass limits because it represents a differential flux, unlike the case of single-band images. This results in degeneracies for the mass limits, which may be removed with the use of single-band constraints. We instead employ a method of directly determining the mass limits. The survey is sensitive to cool giant planets beyond 10 AU for 65% and 30 AU for 100% of the sample. Conclusions. For close-in separations, the optimal regime for SDI corresponds to SDI flux ratios >2. According to the BT-Settl model, this translates into Teff<800 K. The methods described here can be applied to the data interpretation of SPHERE. We expect better performance with the dual-band imager IRDIS, thanks to more suitable filter characteristics and better image quality.Comment: 19 pages, 16 figures, accepted for publication in A&A, version including language editin

Search for cool extrasolar giant planets combining coronagraphy, spectral and angular differential imaging

Spectral differential imaging (SDI) is part of the observing strategy of current and on-going high-contrast imaging instruments on ground-based telescopes. Although it improves the star light rejection, SDI attenuates the signature of off-axis companions to the star, just like angular differential imaging (ADI). However, the attenuation due to SDI has the peculiarity of being dependent on the spectral properties of the companions. To date, no study has investigated these effects. Our team is addressing this problem based on data from a direct imaging survey of 16 stars combining the phase-mask coronagraph, the SDI and the ADI modes of VLT/NaCo. The objective of the survey is to search for cool (Teff<1000-1300 K) giant planets at separations of 5-10 AU orbiting young, nearby stars (<200 Myr, <25 pc). The data analysis did not yield any detections. As for the estimation of the sensitivity limits of SDI-processed images, we show that it requires a different analysis than that used in ADI-based surveys. Based on a method using the flux predictions of evolutionary models and avoiding the estimation of contrast, we determine directly the mass sensitivity limits of the survey for the ADI processing alone and with the combination of SDI and ADI. We show that SDI does not systematically improve the sensitivity due to the spectral properties and self-subtraction of point sources.Comment: 5 pages, 2 figure

Noise characterization for LISA

We consider the general problem of estimating the inflight LISA noise power spectra and cross-spectra, which are needed for detecting and estimating the gravitational wave signals present in the LISA data. For the LISA baseline design and in the long wavelength limit, we bound the error on all spectrum estimators that rely on the use of the fully symmetric Sagnac combination ($\zeta$). This procedure avoids biases in the estimation that would otherwise be introduced by the presence of a strong galactic background in the LISA data. We specialize our discussion to the detection and study of the galactic white dwarf-white dwarf binary stochastic signal.Comment: 9 figure

Confinement interaction in nonlinear generalizations of the Wick-Cutkosky model

We consider nonlinear-mediating-field generalizations of the Wick-Cutkosky model. Using an iterative approach and eliminating the mediating field by means of the covariant Green function we arrive at a Lagrangian density containing many-point time-nonlocal interaction terms. In low-order approximations of $\phi^3{+}\phi^4$ theory we obtain the usual two-current interaction as well as a three-current interaction of a confining type. The same result is obtained without approximation for a version of the dipole model. The transition to the Hamiltonian formalism and subsequent canonical quantization is performed with time non-locality taken into account approximately. A relativistic three-particle wave equation is derived variationally by using a three-particle Fock space trial state. The non-relativistic limit of this equation is obtained and its properties are analyzed and discussed.Comment: 15 pages, 1 figure, LaTe

Internet as an Instrument to Transmit Theoretical Knowledge

The problem of transmitting theoretical knowledge and the role of the Internet in it require the solution due to the existing modernization of theoretical knowledge transmission process. The objective of this research is to define the role of the Internet in transmitting theoretical knowledge as it is the extremely important resource of the modern society. According to the carried out analysis of the problem and its solution the information technology is not only the mean that accumulates the volumes of knowledge, but also the tool of its social use, forms of social activity by way of social and information technology. As a result, using method of the methodological analysis in combination with competency-based approach we revealed that the Internet as a diachronic way of transmitting knowledge and experience is characterized by a polyagentity and interdisciplinarity